NYMEX Natural Gas Future July 2014
Trading Metrics calculated at close of trading on 13-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2014 |
13-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
4.526 |
4.754 |
0.228 |
5.0% |
4.714 |
High |
4.769 |
4.793 |
0.024 |
0.5% |
4.793 |
Low |
4.520 |
4.716 |
0.196 |
4.3% |
4.504 |
Close |
4.762 |
4.739 |
-0.023 |
-0.5% |
4.739 |
Range |
0.249 |
0.077 |
-0.172 |
-69.1% |
0.289 |
ATR |
0.120 |
0.117 |
-0.003 |
-2.5% |
0.000 |
Volume |
229,855 |
111,220 |
-118,635 |
-51.6% |
736,757 |
|
Daily Pivots for day following 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.980 |
4.937 |
4.781 |
|
R3 |
4.903 |
4.860 |
4.760 |
|
R2 |
4.826 |
4.826 |
4.753 |
|
R1 |
4.783 |
4.783 |
4.746 |
4.766 |
PP |
4.749 |
4.749 |
4.749 |
4.741 |
S1 |
4.706 |
4.706 |
4.732 |
4.689 |
S2 |
4.672 |
4.672 |
4.725 |
|
S3 |
4.595 |
4.629 |
4.718 |
|
S4 |
4.518 |
4.552 |
4.697 |
|
|
Weekly Pivots for week ending 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.546 |
5.431 |
4.898 |
|
R3 |
5.257 |
5.142 |
4.818 |
|
R2 |
4.968 |
4.968 |
4.792 |
|
R1 |
4.853 |
4.853 |
4.765 |
4.911 |
PP |
4.679 |
4.679 |
4.679 |
4.707 |
S1 |
4.564 |
4.564 |
4.713 |
4.622 |
S2 |
4.390 |
4.390 |
4.686 |
|
S3 |
4.101 |
4.275 |
4.660 |
|
S4 |
3.812 |
3.986 |
4.580 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.793 |
4.504 |
0.289 |
6.1% |
0.125 |
2.6% |
81% |
True |
False |
147,351 |
10 |
4.793 |
4.504 |
0.289 |
6.1% |
0.106 |
2.2% |
81% |
True |
False |
123,931 |
20 |
4.793 |
4.350 |
0.443 |
9.3% |
0.112 |
2.4% |
88% |
True |
False |
103,863 |
40 |
4.877 |
4.297 |
0.580 |
12.2% |
0.117 |
2.5% |
76% |
False |
False |
70,769 |
60 |
4.877 |
4.293 |
0.584 |
12.3% |
0.114 |
2.4% |
76% |
False |
False |
55,969 |
80 |
4.915 |
4.293 |
0.622 |
13.1% |
0.120 |
2.5% |
72% |
False |
False |
45,056 |
100 |
4.915 |
4.235 |
0.680 |
14.3% |
0.121 |
2.6% |
74% |
False |
False |
38,195 |
120 |
4.915 |
3.910 |
1.005 |
21.2% |
0.114 |
2.4% |
82% |
False |
False |
32,542 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.120 |
2.618 |
4.995 |
1.618 |
4.918 |
1.000 |
4.870 |
0.618 |
4.841 |
HIGH |
4.793 |
0.618 |
4.764 |
0.500 |
4.755 |
0.382 |
4.745 |
LOW |
4.716 |
0.618 |
4.668 |
1.000 |
4.639 |
1.618 |
4.591 |
2.618 |
4.514 |
4.250 |
4.389 |
|
|
Fisher Pivots for day following 13-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
4.755 |
4.709 |
PP |
4.749 |
4.679 |
S1 |
4.744 |
4.649 |
|